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Author : Enzo Weber
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (17 download)
Download or read book Volatility and Causality in Asia Pacific Financial Markets written by Enzo Weber and published by . This book was released on 2006 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eduardo Roca
Publisher : Routledge
ISBN 13 : 1000160378
Total Pages : 115 pages
Book Rating : 4.0/5 (1 download)
Download or read book Price Interdependence Among Equity Markets in the Asia-Pacific Region written by Eduardo Roca and published by Routledge. This book was released on 2020-11-26 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
Author : Gordon De Brouwer
Publisher : Routledge
ISBN 13 : 1134619324
Total Pages : 348 pages
Book Rating : 4.1/5 (346 download)
Download or read book Asia-Pacific Financial Deregulation written by Gordon De Brouwer and published by Routledge. This book was released on 2002-03-11 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent events in East Asia have highlighted the risks of volatility and contagion in a financially integrated world. Countries in the region had been at the forefront of the movement towards increased integration but the crisis that struck Thailand in July 1997, and the rapidity with which it spread to other East Asian nations, suggested that all was not well. Weaknesses in domestic financial intermediation, poor corporate governance and deficient government responses to large capital inflows all played a role in the build-up of vulnerability. Asia-Pacific Financial Deregulation provides an insight into financial liberalisation and structural reform in the region generally and as illustrated by a number of countries.
Author : Evan Lau
Publisher : Springer Nature
ISBN 13 : 981152906X
Total Pages : 131 pages
Book Rating : 4.8/5 (115 download)
Download or read book Economics and Finance Readings written by Evan Lau and published by Springer Nature. This book was released on 2020-05-08 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of the best papers presented at the APEF 2019 conference which was held on 25th and 26th July 2019 at the Grand Copthorne Waterfront in Singapore. With a great number of submissions, it presents the latest research findings in economics and finance and discusses relevant issues in today's world. The book is a useful resource for readers who want access to economics, finance and business research focusing on the Asia-Pacific region.
Author : Young Joon Park
Publisher :
ISBN 13 : 9788932201276
Total Pages : 53 pages
Book Rating : 4.2/5 (12 download)
Download or read book Asia-Pacific Stock Market Connectedness: A Network Approach(APEC Study Series 19-01) written by Young Joon Park and published by . This book was released on 2019-11 with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chiaku Nwamu Chukwuogor
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book An Econometric Investigation of the Day-of-the-Week Effect and Returns Volatility in Fifteen Asia Pacific Financial Markets (1998-2003). written by Chiaku Nwamu Chukwuogor and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Even though the presence of the-day-of-the-week effect has been documented in finance literature, its presence in the aftermath of a financial crisis has not been explored. This paper investigates the presence of day-of-the-week effect and returns volatility in fifteen Asia Pacific Financial Markets in the post Asian financial crisis period. A set of parametric and non-parametric tests is used to test equality of mean returns and standard deviations of the returns across the-days-of-the-week. The results validate the presence of the-day-of-the- week and but indicate insignificant daily returns volatility in most of Asia Pacific Financial Markets. The results of the Levene's test show that in none of the fifteen Asian Pacific countries can the homoskedasticity hypothesis be rejected. Some of these findings differ from previously documented evidence on the APFM.
Author :
Publisher :
ISBN 13 :
Total Pages : 254 pages
Book Rating : 4.:/5 (318 download)
Download or read book Asia Pacific Journal of Finance written by and published by . This book was released on 2000 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Greg N. Gregoriou
Publisher : CRC Press
ISBN 13 : 1420099558
Total Pages : 654 pages
Book Rating : 4.4/5 (2 download)
Download or read book Stock Market Volatility written by Greg N. Gregoriou and published by CRC Press. This book was released on 2009-04-08 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Author : Seungho Jung
Publisher : International Monetary Fund
ISBN 13 : 1557759677
Total Pages : 36 pages
Book Rating : 4.5/5 (577 download)
Download or read book Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics written by Seungho Jung and published by International Monetary Fund. This book was released on 2021-10-22 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.
Author : Suk-Joong Kim
Publisher : Elsevier
ISBN 13 : 0762314710
Total Pages : 537 pages
Book Rating : 4.7/5 (623 download)
Download or read book Asia-Pacific Financial Markets written by Suk-Joong Kim and published by Elsevier. This book was released on 2007-12-12 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 9781589060623
Total Pages : 258 pages
Book Rating : 4.0/5 (66 download)
Download or read book International Monetary Fund Annual Report 2001 written by International Monetary Fund and published by International Monetary Fund. This book was released on 2001-09-17 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2001 Annual Report reviews economic developments in the world during FY2000. Output growth in emerging Asia picked up in 2000 as this region continued its recovery from the 1997–98 crisis. The pace of economic expansion, however, slowed from mid-2000, largely as a result of the U.S. slowdown, higher oil prices, a decline in regional equity markets, and, in some countries, concerns about delays of corporate and financial restructuring and a decline in electronics exports. The financial year 2001 saw the IMF actively engaged in the process of reform.
Author : Wing-Keung Wong
Publisher : Mdpi AG
ISBN 13 : 9783036530802
Total Pages : 232 pages
Book Rating : 4.5/5 (38 download)
Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Author : Cheng-Few Lee
Publisher : Springer Science & Business Media
ISBN 13 : 0387771174
Total Pages : 1700 pages
Book Rating : 4.3/5 (877 download)
Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Author : Jon D. Kendall
Publisher : World Scientific
ISBN 13 : 9789810237561
Total Pages : 298 pages
Book Rating : 4.2/5 (375 download)
Download or read book East Asian Economic Issues written by Jon D. Kendall and published by World Scientific. This book was released on 1998 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of joint papers written by the staff and students of the Nanyang Business School in Singapore. It encompasses a broad range of interesting microeconomic and macroeconomic topics. The four sections of the book cover Singaporean microeconomic and macroeconomic issues, interdependence among Asia-Pacific economies, and other Asia-Pacific economic issues. The book embodies the highest level of technical rigor and commitment to excellence. The general public should find this book a handy, useful and informative tool for understanding the economics of East Asia. In particular, analysts and researchers in banks, securities houses, multinational corporations, government ministries and agencies, and universities will find the book indispensable for enhancing their understanding of the region's economies.
Author : Ms.Camelia Minoiu
Publisher : International Monetary Fund
ISBN 13 : 1475554257
Total Pages : 44 pages
Book Rating : 4.4/5 (755 download)
Download or read book Does Financial Connectedness Predict Crises? written by Ms.Camelia Minoiu and published by International Monetary Fund. This book was released on 2013-12-24 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible source of systemic risk - can serve as an early warning indicator of crises. In this paper we examine the ability of connectedness in the global network of financial linkages to predict systemic banking crises. Our results indicate that increases in a country's financial interconnectedness and decreases in its neighbors' connectedness are associated with a higher probability of banking crises after controlling for macroeconomic fundamentals.
Author : Assoc. Prof. Dr. Yurdagül MERAL
Publisher : Hiperlink eğit.ilet.yay.san.tic.ve ltd.sti.
ISBN 13 : 625728080X
Total Pages : 203 pages
Book Rating : 4.2/5 (572 download)
Download or read book Current Debates in Social Sciences InTraders 2020-3 written by Assoc. Prof. Dr. Yurdagül MERAL and published by Hiperlink eğit.ilet.yay.san.tic.ve ltd.sti.. This book was released on with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic growth is a key issue both in economic policy making and in economic research. In eastern nations of the world, the interest in economic growth has been in the centrestage in view of the persistently high rates of unemployment and resurgence of recessionary pressures on these economies due to spillover effects from other developed economies undergoing recessionary phases. Entrepreneurial activities not only open up new doorways of income generation for individuals residing in the economy but is also looked upon now as panacea to treat unemployment by most governments, provided such ventures turn out to be revenue generating for the entrepreneur after all the risk he is willing to undertake. Entrepreneurship contributes to the development of innovative technologies, processes as well as business systems which in turn influences the prevailing market structures in the economy disrupting the competition existing in the markets. Nonetheless it bound to impact the capital formation in the economy and thus the growth of the economy. The inter relations between credit extension by commercial banks, entrepreneurship and economic growth are investigated in this paper empirically using autoregressive models.
Author : Kevin D. Hoover
Publisher : Cambridge University Press
ISBN 13 : 9780521002882
Total Pages : 330 pages
Book Rating : 4.0/5 (28 download)
Download or read book Causality in Macroeconomics written by Kevin D. Hoover and published by Cambridge University Press. This book was released on 2001-08-13 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 2001, Causality in Macroeconomics addresses the long-standing problems of causality while taking macroeconomics seriously. The practical concerns of the macroeconomist and abstract concerns of the philosopher inform each other. Grounded in pragmatic realism, the book rejects the popular idea that macroeconomics requires microfoundations, and argues that the macroeconomy is a set of structures that are best analyzed causally. Ideas originally due to Herbert Simon and the Cowles Commission are refined and generalized to non-linear systems, particularly to the non-linear systems with cross-equation restrictions that are ubiquitous in modern macroeconomic models with rational expectations (with and without regime-switching). These ideas help to clarify philosophical as well as economic issues. The structural approach to causality is then used to evaluate more familiar approaches to causality due to Granger, LeRoy and Glymour, Spirtes, Scheines and Kelly, as well as vector autoregressions, the Lucas critique, and the exogeneity concepts of Engle, Hendry and Richard.
